+216.5%
AZN vs XME
+421.4%
-204.8%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.0% | +1.3% | +0.5% |
| 7D | -1.6% | -4.2% | +2.7% | -0.9% |
| 30D | +1.1% | -2.7% | +3.8% | +1.4% |
| 3M | -12.1% | -3.9% | -8.2% | -11.8% |
| 6M | -17.1% | -1.0% | -16.2% | -17.6% |
| YTD | -12.0% | +9.8% | -21.8% | -14.4% |
| 1Y | -0.2% | +32.5% | -32.8% | -6.8% |
| 3Y | +26.8% | +124.3% | -97.6% | +5.5% |
| 5Y | +56.9% | +165.8% | -108.9% | +24.3% |
| All | +216.5% | +421.4% | -204.8% | +94.3% |
Cumulative growth
Daily Returns
Daily percentage return beside XME.
Daily Out/Under-Performance
Portfolio return minus XME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XME return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded XME wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling